-17.8%
TRI vs CAPR
+42.0%
-59.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.9% | -6.5% |
| 7D | -7.1% | -9.5% | +2.4% | -7.1% |
| 30D | -2.3% | +121.5% | -123.8% | -2.3% |
| 3M | +19.6% | -65.4% | +84.9% | +19.6% |
| 6M | -8.7% | -67.5% | +58.8% | -8.7% |
| YTD | -22.3% | -68.6% | +46.3% | -22.2% |
| 1Y | -40.7% | +42.7% | -83.3% | -41.4% |
| 3Y | -17.8% | +43.4% | -61.1% | -20.2% |
| All | -17.8% | +42.0% | -59.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling